ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
93.600 |
94.920 |
1.320 |
1.4% |
93.515 |
| High |
95.190 |
96.300 |
1.110 |
1.2% |
96.300 |
| Low |
93.210 |
94.840 |
1.630 |
1.7% |
92.880 |
| Close |
94.837 |
95.708 |
0.871 |
0.9% |
95.708 |
| Range |
1.980 |
1.460 |
-0.520 |
-26.3% |
3.420 |
| ATR |
0.795 |
0.843 |
0.048 |
6.0% |
0.000 |
| Volume |
750 |
920 |
170 |
22.7% |
2,475 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.996 |
99.312 |
96.511 |
|
| R3 |
98.536 |
97.852 |
96.110 |
|
| R2 |
97.076 |
97.076 |
95.976 |
|
| R1 |
96.392 |
96.392 |
95.842 |
96.734 |
| PP |
95.616 |
95.616 |
95.616 |
95.787 |
| S1 |
94.932 |
94.932 |
95.574 |
95.274 |
| S2 |
94.156 |
94.156 |
95.440 |
|
| S3 |
92.696 |
93.472 |
95.307 |
|
| S4 |
91.236 |
92.012 |
94.905 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.223 |
103.885 |
97.589 |
|
| R3 |
101.803 |
100.465 |
96.649 |
|
| R2 |
98.383 |
98.383 |
96.335 |
|
| R1 |
97.045 |
97.045 |
96.022 |
97.714 |
| PP |
94.963 |
94.963 |
94.963 |
95.297 |
| S1 |
93.625 |
93.625 |
95.395 |
94.294 |
| S2 |
91.543 |
91.543 |
95.081 |
|
| S3 |
88.123 |
90.205 |
94.768 |
|
| S4 |
84.703 |
86.785 |
93.827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.300 |
92.790 |
3.510 |
3.7% |
1.174 |
1.2% |
83% |
True |
False |
803 |
| 10 |
96.300 |
91.995 |
4.305 |
4.5% |
1.015 |
1.1% |
86% |
True |
False |
716 |
| 20 |
96.300 |
90.395 |
5.905 |
6.2% |
0.741 |
0.8% |
90% |
True |
False |
503 |
| 40 |
96.300 |
88.000 |
8.300 |
8.7% |
0.679 |
0.7% |
93% |
True |
False |
326 |
| 60 |
96.300 |
85.565 |
10.735 |
11.2% |
0.596 |
0.6% |
94% |
True |
False |
227 |
| 80 |
96.300 |
84.895 |
11.405 |
11.9% |
0.537 |
0.6% |
95% |
True |
False |
173 |
| 100 |
96.300 |
83.280 |
13.020 |
13.6% |
0.452 |
0.5% |
95% |
True |
False |
141 |
| 120 |
96.300 |
81.730 |
14.570 |
15.2% |
0.393 |
0.4% |
96% |
True |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.505 |
|
2.618 |
100.122 |
|
1.618 |
98.662 |
|
1.000 |
97.760 |
|
0.618 |
97.202 |
|
HIGH |
96.300 |
|
0.618 |
95.742 |
|
0.500 |
95.570 |
|
0.382 |
95.398 |
|
LOW |
94.840 |
|
0.618 |
93.938 |
|
1.000 |
93.380 |
|
1.618 |
92.478 |
|
2.618 |
91.018 |
|
4.250 |
88.635 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.662 |
95.335 |
| PP |
95.616 |
94.963 |
| S1 |
95.570 |
94.590 |
|